+45.8%
CNC vs USHY
+49.7%
-3.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | -0.7% | -0.2% | 0.0% |
| 30D | -1.0% | -0.7% | -0.3% | -0.1% |
| 3M | +4.5% | +0.1% | +4.5% | +4.4% |
| 6M | +85.2% | +1.8% | +83.4% | +80.7% |
| YTD | +61.4% | +1.8% | +59.6% | +57.5% |
| 1Y | +94.9% | +3.3% | +91.6% | +86.4% |
| 3Y | 0.0% | +27.0% | -27.0% | -28.8% |
| 5Y | +11.2% | +21.0% | -9.8% | -13.1% |
| All | +45.8% | +49.7% | -3.9% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling